We are live on
!
Find out more
Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-17.35%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$77.8B
AUM Growth
-$8.84B
(-10%)
Cap. Flow
+$7.56B
Cap. Flow
% of AUM
9.71%
Top 10 Holdings %
Top 10 Hldgs %
42.33%
Holding
2,937
New
511
Increased
992
Reduced
821
Closed
514
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$236M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$187M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$164M |
| 4 |
Alphabet (Google) Class A
GOOGL
|
+$157M |
| 5 |
Palo Alto Networks
PANW
|
+$152M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$413M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$214M |
| 3 |
NVIDIA
NVDA
|
+$144M |
| 4 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$66.8M |
| 5 |
Fidelity National Information Services
FIS
|
+$44.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.68% |
| 2 | Consumer Discretionary | 1.59% |
| 3 | Communication Services | 1.42% |
| 4 | Industrials | 0.74% |
| 5 | Financials | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
851
Best Buy
BBY
$17.3B
| $4.88M | 0.01% |
85,524
+8,344
| +11% | +$662K |
|
852
Emerson Electric
EMR
$88.3B
| $4.84M | 0.01% |
101,603
+10,203
| +11% | +$672K |
|
853
Eaton
ETN
$174B
| $4.82M | 0.01% |
62,070
+55,259
| +811% | +$5.07M |
|
854
PUT
HDFC Bank
HDB
$121B
| $4.81M | 0.01% |
+250,000
| New | +$6.73M |
|
855
PUT
Prudential Financial
PRU
$41.8B
| $4.79M | 0.01% |
91,900
-103,600
| -53% | -$8.23M |
|
856
PennyMac Financial
PFSI
$4.02B
| $4.78M | 0.01% |
216,170
+212,619
| +5,988% | +$6.84M |
|
857
PUT
RingCentral
RNG
$5.28B
| $4.75M | 0.01% |
22,400
+17,800
| +387% | +$3.67M |
|
858
CALL
Spotify
SPOT
$100B
| $4.74M | 0.01% |
39,100
-147,100
| -79% | -$20.8M |
|
|
SKX
859
PUT
DELISTED
Skechers
SKX
| $4.73M | 0.01% |
199,400
+89,300
| +81% | +$3.08M |
|
860
PUT
Virgin Galactic
SPCE
$398M
| $4.71M | 0.01% |
+15,950
| New | +$6.06M |
|
|
861
CALL
Prudential Financial
PRU
$41.8B
| $4.71M | 0.01% |
90,500
+86,900
| +2,414% | +$6.91M |
|
|
ANSS
862
PUT
DELISTED
Ansys
ANSS
| $4.67M | 0.01% |
+20,100
| New | +$5.18M |
|
863
United States Oil Fund
USO
$1.67B
| $4.66M | 0.01% |
138,472
+63,421
| +85% | +$4.89M |
|
|
WBA
864
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $4.66M | 0.01% |
101,800
+13,800
| +16% | +$700K |
|
|
COUP
865
CALL
DELISTED
Coupa Software Incorporated
COUP
| $4.66M | 0.01% |
33,300
-60,300
| -64% | -$9.33M |
|
866
PUT
Kinder Morgan
KMI
$68.7B
| $4.65M | 0.01% |
334,200
+76,500
| +30% | +$1.46M |
|
867
PUT
Akamai
AKAM
$15.9B
| $4.63M | 0.01% |
50,600
+48,400
| +2,200% | +$4.49M |
|
868
PUT
Pultegroup
PHM
$25.3B
| $4.62M | 0.01% |
207,100
-187,000
| -47% | -$7.22M |
|
869
CALL
lululemon athletica
LULU
$14.6B
| $4.61M | 0.01% |
24,300
-104,000
| -81% | -$23.3M |
|
870
AutoZone
AZO
$51.1B
| $4.61M | 0.01% |
5,448
-795
| -13% | -$826K |
|
871
MongoDB
MDB
$32.1B
| $4.59M | 0.01% |
33,604
+18,114
| +117% | +$2.67M |
|
872
CALL
Capital One
COF
$134B
| $4.58M | 0.01% |
91,000
-162,900
| -64% | -$14.3M |
|
|
873
CALL
Emerson Electric
EMR
$88.3B
| $4.57M | 0.01% |
95,900
+62,100
| +184% | +$4.09M |
|
874
PUT
EOG Resources
EOG
$70.7B
| $4.57M | 0.01% |
127,000
-69,500
| -35% | -$4.52M |
|
875
CALL
C.H. Robinson
CHRW
$17.5B
| $4.56M | 0.01% |
68,900
+44,300
| +180% | +$3.18M |
|
Similar funds
HF
Parallax Volatility Advisers's Q1 2020 Portfolio in Review
As of Q1 2020, Parallax Volatility Advisers held 2,937 positions worth $77.8B, down 10% from $86.7B the previous quarter. Its ten largest holdings account for 42% of the portfolio.
Parallax Volatility Advisers deployed $7.56B of net new capital in Q1 2020, opening 511 new positions and adding to 992 existing holdings. Its largest new stake was Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6: 971,812 shares worth $109M.
By sector, the portfolio is most concentrated in Technology at 2.7% of assets, up from 1.7% a quarter earlier, followed by Consumer Discretionary and Communication Services.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $413M trimmed.
- Parallax Volatility Advisers's largest Q1 2020 buy was Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6: 971,812 shares worth $109M.
- Parallax Volatility Advisers added most to Meta Platforms (Facebook) in Q1 2020, an estimated $236M increase.
- Parallax Volatility Advisers's biggest Q1 2020 reduction was Invesco QQQ Trust, cutting an estimated $413M.
- Parallax Volatility Advisers fully exited Change Healthcare Inc. Tangible Equity Units in Q1 2020, selling an estimated $39.4M.
- Parallax Volatility Advisers's ten largest holdings make up 42% of its $77.8B portfolio in Q1 2020.
- Parallax Volatility Advisers opened 511 new positions and closed 514 in Q1 2020.
- Parallax Volatility Advisers's portfolio value fell 10% quarter-over-quarter to $77.8B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2020, filed 15 May 2020.